+208.7%
NRG vs TCOM
+8.0%
+200.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -4.7% | -4.9% | +0.2% | -3.7% |
| 30D | -6.0% | -14.4% | +8.4% | -3.2% |
| 3M | -8.0% | -17.7% | +9.7% | -4.8% |
| 6M | -23.2% | -25.1% | +1.9% | -19.0% |
| YTD | -28.1% | -45.7% | +17.7% | -19.3% |
| 1Y | -27.3% | -47.9% | +20.6% | -17.7% |
| 3Y | +208.7% | +8.9% | +199.7% | +197.4% |
| All | +208.7% | +8.0% | +200.6% | +197.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling